UBS Call 63 BSN 20.12.2024
/ CH1319913542
UBS Call 63 BSN 20.12.2024/ CH1319913542 /
| 27/09/2024 10:35:50 |
Chg.+0.020 |
Bid10:35:50 |
Ask10:35:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.380
Bid Size: 25,000 |
0.390
Ask Size: 25,000 |
DANONE S.A. EO -,25 |
63.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2TDL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.13 |
| Parity: |
0.21 |
| Time value: |
0.18 |
| Break-even: |
66.90 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
11.38 |
| Rho: |
0.09 |
Quote data
| Open: |
0.360 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+115.91% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.340 |
| 1M High / 1M Low: |
0.450 |
0.176 |
| 6M High / 6M Low: |
0.450 |
0.063 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.13% |
| Volatility 6M: |
|
284.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
